With the list saved to a file called list.txt, wget --input-file=list.txt will download the data. Followed by for f in *.zip; do unzip $f -d ${f%%.zip}; done, each archive will be extracted in the directory called by its name.

Once done and assuming that the files are named consistently across the folders, ogr2ogr will merge all of them into a single GeoPackage file, resulting in just four files. Not bad considered I began with more than a hundred × 4.